CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 1.3118 1.3173 0.0055 0.4% 1.3212
High 1.3190 1.3281 0.0091 0.7% 1.3227
Low 1.3105 1.3166 0.0061 0.5% 1.3105
Close 1.3182 1.3260 0.0078 0.6% 1.3182
Range 0.0085 0.0115 0.0030 35.3% 0.0122
ATR 0.0089 0.0091 0.0002 2.1% 0.0000
Volume 237,405 180,752 -56,653 -23.9% 958,886
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3581 1.3535 1.3323
R3 1.3466 1.3420 1.3292
R2 1.3351 1.3351 1.3281
R1 1.3305 1.3305 1.3271 1.3328
PP 1.3236 1.3236 1.3236 1.3247
S1 1.3190 1.3190 1.3249 1.3213
S2 1.3121 1.3121 1.3239
S3 1.3006 1.3075 1.3228
S4 1.2891 1.2960 1.3197
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3537 1.3482 1.3249
R3 1.3415 1.3360 1.3216
R2 1.3293 1.3293 1.3204
R1 1.3238 1.3238 1.3193 1.3205
PP 1.3171 1.3171 1.3171 1.3155
S1 1.3116 1.3116 1.3171 1.3083
S2 1.3049 1.3049 1.3160
S3 1.2927 1.2994 1.3148
S4 1.2805 1.2872 1.3115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3281 1.3105 0.0176 1.3% 0.0093 0.7% 88% True False 227,927
10 1.3400 1.3105 0.0295 2.2% 0.0088 0.7% 53% False False 205,222
20 1.3454 1.3105 0.0349 2.6% 0.0087 0.7% 44% False False 203,856
40 1.3454 1.2996 0.0458 3.5% 0.0087 0.7% 58% False False 202,246
60 1.3454 1.2755 0.0699 5.3% 0.0100 0.8% 72% False False 223,018
80 1.3454 1.2755 0.0699 5.3% 0.0102 0.8% 72% False False 172,848
100 1.3454 1.2755 0.0699 5.3% 0.0100 0.8% 72% False False 138,358
120 1.3454 1.2755 0.0699 5.3% 0.0100 0.8% 72% False False 115,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3770
2.618 1.3582
1.618 1.3467
1.000 1.3396
0.618 1.3352
HIGH 1.3281
0.618 1.3237
0.500 1.3224
0.382 1.3210
LOW 1.3166
0.618 1.3095
1.000 1.3051
1.618 1.2980
2.618 1.2865
4.250 1.2677
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 1.3248 1.3238
PP 1.3236 1.3215
S1 1.3224 1.3193

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols